Private Relay not working after macOS 15.2 update on Mac mini with VPN

Prior to 15.2 upgrade when I used my VPN I got a message that the private relay is not available, but when I closed my VPN connection I got another message that the private relay is active again. After the 15.2 upgrade I get the first message about the private relay is not available, but when I close my VPN connection the second message about the private relay being available is not coming and I cannot force the private relay up again. The only way to get it back is to reboot my Mac mini. Does anyone have similar issues using VPN?

[Re-Titled by Moderator]